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The size effect and default risk : Evidence from the Vietnamese stock market
Quy Duong, Le; Bertrand, Philippe - In: Review of Financial Economics 40 (2021) 4, pp. 377-388
Persistent link: https://www.econbiz.de/10012808735
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The sensitivity of the asymptotic variance of performance measures with respect to skewness and kurtosis
Bertrand, Philippe; Protopopescu, Costin - In: International journal of business 13 (2008) 4, pp. 349-360
Persistent link: https://www.econbiz.de/10003770619
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A note on risk aversion, prudence and portfolio insurance
Bertrand, Philippe; Prigent, Jean-Luc - In: The Geneva risk and insurance review 35 (2010) 1, pp. 81-92
Persistent link: https://www.econbiz.de/10008664051
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The statistics of the information ratio
Bertrand, Philippe; Protopopescu, Costin - In: International journal of business 15 (2010) 1, pp. 71-86
Persistent link: https://www.econbiz.de/10003959034
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Omega performance measure and portfolio insurance
Bertrand, Philippe; Prigent, Jean-Luc - In: Journal of banking & finance 35 (2011) 7, pp. 1811-1823
Persistent link: https://www.econbiz.de/10009247603
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How performance of risk-based strategies is modified by socially responsible investment universe?
Bertrand, Philippe; Lapointe, Vincent - In: International review of financial analysis 38 (2015), pp. 175-190
Persistent link: https://www.econbiz.de/10011337613
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Portfolio insurance strategies : OBPI versus CPPI
Bertrand, Philippe; Prigent, Jean-Luc - In: Finance : revue de l'Association Française de Finance 26 (2005) 1, pp. 5-32
Persistent link: https://www.econbiz.de/10003229682
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Portfolio insurance : the extreme value approach to the CPPI method
Bertrand, Philippe; Prigent, Jean-Luc - In: Finance : revue de l'Association Française de Finance 23 (2002) 2, pp. 69-86
Persistent link: https://www.econbiz.de/10001702629
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Sampling and estimation issues in the re-engineered census of population : redesigning the programme of the population census, INSEE
Dumais, Jean; Bertrand, Philippe; Christian, Barbara - In: Rotierende Stichproben : Datenkumulation und Datenqualität, (pp. 108-116). 2002
Persistent link: https://www.econbiz.de/10001703732
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Gestion de portefeuille avec garantie : l'allocation optimale en actifs dérivés
Bertrand, Philippe; Lesne, Jean-Philippe; Prigent, Jean-Luc - In: Finance : revue de l'Association Française de Finance 22 (2001) 1, pp. 7-35
Persistent link: https://www.econbiz.de/10001624292